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Classification Efficiency of Multinomial Logistic Regression Relative to Ordinal Logistic Regression

多项逻辑回归相对于有序逻辑回归的分类效率

Classification procedures are useful for the prediction of a response (or outcome) as a result of knowledge of the levels of one or more independent (or predictor) variables. The procedure is said to classify the (possibly multivariate) observation to a level of the response variable. An example might be the prediction of whether an individual will be well, suffer a nonfatal heart attack, or suffer a fatal heart attack. This prediction might be made on the basis of the…

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The Efficiency of Multinomial Logistic Regression Compared with Multiple Group Discriminant Analysis

多项逻辑回归相对于多组判别分析的效率

Multinomial logistic regression (also referred to as polychotomous logistic regression) is frequently used for the analysis of categorical response data with continuous or categorical explanatory variables. Parameter estimates are usually obtained through direct maximum likelihood estimation. Normal discriminant analysis has been used as an alternative approach to this methodology, although it is strictly appropriate only when the usual normal discriminant assumptions…

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Wald's Test as Applied to Hypotheses in Logit Analysis

Logit 分析中假设检验的 Wald 检验异常

For tests of a single parameter in the binomial logit model, Wald's test is shown to behave in an aberrant manner. In particular, the test statistic decreases to zero as the distance between the parameter estimate and null value increases, and the power of the test, based on its large-sample distribution, decreases to the significance level for alternatives sufficiently far from the null value.

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